Improved particle filter error message. (#900)

src/core/container.jl

@@ -133,7 +133,9 @@ function Libtask.consume(pc :: ParticleContainer)
     if num_done == n
         res = Val{:done}
     elseif num_done != 0
-        error("[consume]: mis-aligned execution traces, num_particles= $(n), num_done=$(num_done).")
+        # The posterior for models with random number of observations is not well-defined.
+        error("[consume]: mis-aligned execution traces, num_particles= $(n),
+            num_done=$(num_done). Please make sure the number of observations is NOT random.")
     else
         # update incremental likelihoods
         z2 = logZ(pc)

test/inference/smc.jl

@@ -0,0 +1,30 @@
+using Turing, Random, Test
+using StatsFuns
+
+dir = splitdir(splitdir(pathof(Turing))[1])[1]
+include(dir*"/test/test_utils/AllUtils.jl")
+
+@turing_testset "smc.jl" begin
+  @model normal() = begin
+    a ~ Normal(4,5)
+    3 ~ Normal(a,2)
+    b ~ Normal(a,1)
+    1.5 ~ Normal(b,2)
+    a, b
+  end
+
+  tested = sample(normal(), SMC(), 100);
+
+  # failing test
+  @model fail_smc() = begin
+    a ~ Normal(4,5)
+    3 ~ Normal(a,2)
+    b ~ Normal(a,1)
+    if a >= 4.0
+      1.5 ~ Normal(b,2)
+    end
+    a, b
+  end
+
+  @test_throws ErrorException sample(fail_smc(), SMC(), 100)
+end

test/runtests.jl

@@ -30,6 +30,7 @@ include("test_utils/AllUtils.jl")
                 include("inference/is.jl")
                 include("inference/mh.jl")
                 include("inference/ess.jl")
+                include("inference/smc.jl")
                 include("inference/AdvancedSMC.jl")
                 include("inference/Inference.jl")
                 include("contrib/inference/dynamichmc.jl")